+182.7%
SW vs BN
+271.1%
-88.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +2.3% | +5.3% | -3.0% | +0.3% |
| 30D | +6.8% | +11.9% | -5.1% | +2.3% |
| 3M | -5.2% | -5.7% | +0.5% | -3.2% |
| 6M | +7.4% | -10.6% | +18.0% | +11.9% |
| YTD | +17.4% | -9.4% | +26.8% | +21.6% |
| 1Y | +27.1% | -8.8% | +35.9% | +31.2% |
| 3Y | +47.9% | +95.6% | -47.8% | +21.1% |
| 5Y | -2.6% | +30.2% | -32.7% | -13.1% |
| All | +182.7% | +271.1% | -88.4% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling